Um what? Fallout New Vegas was the same as Oblivion and fallout 3, you either buy the DLC through PSN or buy the Ultimate Edition/Game of the Year Edition and get all DLC on disc. Dunno what you're talking about,
While it's true not ALL DLC was done this way, most of the huge DLC or "expansions" if you prefer were on disk as add-ons. So no it was not
just included on PSN/XBL or in the Ultimate or GOTY editions.
http://www.amazon.com/Fallout-Game-Add-On-Pack-Xbox-360/dp/B001REZLXE/ref=sr_1_1?ie=UTF8&qid=1331350092&sr=8-1
http://www.amazon.com/Fallout-Game-Add-On-Pack-Operation-Pc/dp/B0027I8SV6/ref=sr_1_2?ie=UTF8&qid=1331350092&sr=8-2
http://www.amazon.com/The-Elder-Scrolls-Shivering-Playstation-3/dp/B000YTJR74/ref=sr_1_15?ie=UTF8&qid=1331350203&sr=8-15